Narrow search
Showing 1 - 10 of 182
Cover Image
Previsione dei rendimenti minimi e massimi di un titolo in borsa mediante un modello multivariato di volatilità
Guizzardi, Andrea; Paruolo, Paolo - In: Studi e note di economia (2000) 1, pp. 51-80
Persistent link: https://www.econbiz.de/10001527359
Cover Image
Common trends and cycles in I(2) VAR systems
Paruolo, Paolo - In: Journal of econometrics 132 (2006) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10003320254
Cover Image
The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
Cover Image
Automated inference and the future of econometrics : a comment
Paruolo, Paolo - In: Econometric theory 21 (2005) 1, pp. 78-84
Persistent link: https://www.econbiz.de/10002674604
Cover Image
The power of lambda max
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 63 (2001) 3, pp. 395-403
Persistent link: https://www.econbiz.de/10001606949
Cover Image
Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334
Cover Image
On the determination of integration indices in I(2) systems
Paruolo, Paolo - In: Journal of econometrics 72 (1996) 1, pp. 313-356
Persistent link: https://www.econbiz.de/10001197998
Cover Image
Asymptotic inference on the moving average impact matrix in cointegrated /(2) VAR systems
Paruolo, Paolo - In: Econometric theory 18 (2002) 3, pp. 673-690
Persistent link: https://www.econbiz.de/10001673450
Cover Image
On Monte Carlo estimation of relative power
Paruolo, Paolo - In: The econometrics journal 5 (2002) 1, pp. 65-75
Persistent link: https://www.econbiz.de/10001683691
Cover Image
Do fiscal variables affect fiscal expectations? : experiments with real world and lab data
Bernasconi, Michele; Kirchkamp, Oliver; Paruolo, Paolo - In: Journal of economic behavior & organization : JEBO 70 (2009) 1/2, pp. 253-265
Persistent link: https://www.econbiz.de/10003849592